Carry funding and safe haven currencies: A threshold regression approach
نویسندگان
چکیده
منابع مشابه
Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach
Although gold is no longer a central cornerstone of the international monetary and financial system, it still attracts considerable attention from researchers and investors. Nowadays, many investors manage their risk with valuable assets such as gold. This paper examines the dynamic relationships between gold and stock markets in the Tehran Stock Exchange. We have applied the Markov switching m...
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ژورنال
عنوان ژورنال: Journal of International Money and Finance
سال: 2015
ISSN: 0261-5606
DOI: 10.1016/j.jimonfin.2015.07.005